+1,772.2%
HWM vs OTIS
+114.5%
+1,657.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.7% |
| 7D | +5.0% | -2.9% | +7.8% | +6.6% |
| 30D | +1.5% | +16.1% | -14.6% | -7.2% |
| 3M | -20.3% | +6.7% | -27.1% | -23.7% |
| 6M | -18.0% | +6.0% | -24.0% | -21.5% |
| YTD | +9.5% | -9.8% | +19.3% | +14.5% |
| 1Y | +7.5% | -12.3% | +19.8% | +14.2% |
| 3Y | +355.7% | -0.2% | +355.9% | +327.2% |
| 5Y | +610.2% | +1.0% | +609.2% | +550.2% |
| All | +1,772.2% | +114.5% | +1,657.7% | +1,047.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OTIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling